+115.3%
SPOT vs IAG
+820.9%
-705.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | +7.4% | +12.1% | -4.7% | +5.5% |
| 3M | +8.2% | +25.5% | -17.3% | +4.3% |
| 6M | +2.2% | -7.1% | +9.3% | +2.0% |
| YTD | -9.5% | +22.9% | -32.3% | -13.7% |
| 1Y | -23.8% | +83.3% | -107.2% | -31.9% |
| 3Y | +233.5% | +808.5% | -575.0% | +129.0% |
| All | +115.3% | +820.9% | -705.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling